Program

It will consist of four 45-minute keynote talks and twenty four 30-minute contributed talks.

Here is a tentative program, which will be updated gradually as contributed talks are accepted.


Tuesday, November 23rd, 2021. Chair: Pepa Ramírez Cobo

14:55-15:00 (GMT+1) Opening words: Antonio Gómez-Corral, Miguel González Velasco

15:00-15:45 (GMT+1) Keynote talk 1: Inhomogeneous phase-type distributions, by Mogens Bladt, University of Copenhagen, Denmark

15:45-16:15 (GMT+1) Contributed talk 1: Study of the exact reproductive number for SIS models with vertical and horizontal transmissions, by Fátima Palacios-Rodríguez, Universidad de Sevilla, Spain

16:15-16:45 (GMT+1) Contributed talk 2: A multi-stage model of cell proliferation and death: tracking cell divisions with Erlang distributions, by Giulia Belluccini, University of Leeds, UK

17:00-17:30 (GMT+1) Contributed talk 3: Penalty functions for a class of insurance risk processes with two-sided jumps, by Ekaterina T. Kolkovska, CIMAT, Mexico

17:30-18:00 (GMT+1) Contributed talk 4: A cumulant approach for the first-passage-time problem of diffusion processes, by Giuseppe D’Onofrio, Università degli Studi di Torino, Italy

18:00-18:30 (GMT+1) Contributed talk 5: Multi-sigmoidal stochastic growth models for the description of COVID-19 waves, by Antonio Barrera, Universidad de Málaga, Spain

18:30-19:00 (GMT+1) Contributed talk 6: Solving Poisson’s equation for birth–death chains: Structure, instability, and accurate approximation, by José Niño Mora, Universidad Carlos III de Madrid, Spain


Thursday, November 25th, 2021. Chair: José Miguel Angulo Ibáñez

15:00-15:45 (GMT+1) Keynote talk 2: First passage time for diffusion processes: direct and inverse problem, numerical and simulative approach, by Cristina Zucca, Università degli Studi di Torino, Italy

15:45-16:15 (GMT+1) Contributed talk 7: Gaussian simply markovian processes over topological versions of graphs, by Juan Baz González, Universidad de Oviedo, Spain

16:15-16:45 (GMT+1) Contributed talk 8: The two barrier escape problem for compound renewal processes with two sided-jumps, by Javier Villarroel, Universidad de Salamanca, Spain

17:00-17:30 (GMT+1) Contributed talk 9: The method of moments and its applications in the theory of branching random walks, by Elena Yarovaya, Lomonosov Moscow State University, Russia

17:30-18:00 (GMT+1) Contributed talk 10: Profit optimization for a stochastic model of cattle growth and variable price categories, by Carlos A. Braumann, Universidade de Évora, Portugal

18:00-18:30 (GMT+1) Contributed talk 11: Studying signals with scale-free dynamics using multi-fractal analysis, by Tahmineh Azizi, Florida State University, USA

18:30-19:00 (GMT+1) Contributed talk 12: Critical controlled branching processes: a Feller diffusion approximation, by Pedro Martín-Chávez, Universidad de Extremadura, Spain


Tuesday, November 30th, 2021. Chair: Fátima Palacios Rodríguez

15:00-15:45 (GMT+1) Keynote talk 3: Modeling extreme-value dependence in spatial processes: a comparative overview from max-stability to conditional extremes, by Thomas Opitz, Biostatistics and Spatial processes lab of INRAE, Avignon, France

15:45-16:15 (GMT+1) Contributed talk 13: Central limit theorem and its convergence rate on counting measures for a branching random walk with immigration in a random environment, by Yinna Ye, Xi’an Jiaotong-Liverpool University, China

16:15-16:45 (GMT+1) Contributed talk 14: On first-passage times and sojourn times in finite QBD processes: An application to varicella-zoster infections, by Diana Taipe Hidalgo, Universidad Complutense de Madrid, Spain

17:00-17:30 (GMT+1) Contributed talk 15: A fractional generalization of some stochastic Gompertz-type models, by Enrica Pirozzi, Università degli Studi di Napoli Federico II, Italy

17:30-18:00 (GMT+1) Contributed talk 16: Why are cell populations replenished via multiple intermediate compartments?, by Flavia Feliciangeli, University of Leeds, UK

18:00-18:30 (GMT+1) Contributed talk 17: The curve-crossing problem for the delayed Brownian motion, by Giacomo Ascione, Università degli Studi di Napoli Federico II, Italy

18:30-19:00 (GMT+1) Contributed talk 18: Near-record values in discrete random sequences, by Miguel Lafuente Blasco, Universidad de Zaragoza, Spain


Thursday, December 2nd, 2021. Chair: Miguel González Velasco

15:00-15:45 (GMT+1) Keynote talk 4: Sharp large deviation estimates for functionals of stochastic fixed point equations, by Anand Vidyashankar, George Mason University, USA

15:45-16:15 (GMT+1) Contributed talk 19: Portfolio optimization for differente anticipating integrals, by Carlos Escudero, Universidad Nacional de Educación a Distancia, Spain

16:15-16:45 (GMT+1) Contributed talk 20: Regenerative controlled branching processes with continuous time, by Inés del Puerto, Universidad de Extremadura, Spain

17:00-17:30 (GMT+1) Contributed talk 21: Gaussian processes in the sphere, by Antoni Torres-Signes, Universidad de Málaga, Spain

17:30-18:00 (GMT+1) Contributed talk 22: New insights on the MAP counting process, by Marcos González Bernal, Universidad Carlos III de Madrid, Spain

18:00-18:30 (GMT+1) Contributed talk 23: A stochastic SVIR model with imperfect vaccine and external source of infection, by María Gamboa Pérez, Universidad Complutense de Madrid, Spain

18:30-19:00 (GMT+1) Contributed talk 24: Weighted least square estimation in branching processes with carrying capacity, by Carmen Minuesa, Universidad de Extremadura, Spain

19:00-19:05 (GMT+1) Closing words: Antonio Gómez-Corral, Miguel González Velasco